+149.9%
IBM vs TFC
+90.1%
+59.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | -0.2% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | +8.4% | +9.2% | -0.8% | +5.0% |
| 3M | +4.5% | -2.9% | +7.4% | +5.4% |
| 6M | +7.9% | +3.5% | +4.4% | +6.2% |
| YTD | -15.2% | +5.4% | -20.7% | -17.2% |
| 1Y | -17.6% | +17.3% | -34.9% | -22.4% |
| 3Y | +82.1% | +96.7% | -14.6% | +40.2% |
| 5Y | +143.3% | -1.1% | +144.4% | +133.6% |
| 10Y | +149.9% | +84.7% | +65.2% | +87.2% |
| All | +149.9% | +90.1% | +59.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling